Pre-Order for 5/17/2028 (~1272 days)
Problems and Solutions in Mathematical Finance, Volume 3: Interest Rates and Inflation Indexed Derivatives
Quantity | Price | Discount |
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List Price | $65.00 |
$65.00
Book Information
Publisher: | Wiley |
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Publish Date: | 05/17/2028 |
Pages: | 416 |
ISBN-13: | 9781119965817 |
ISBN-10: | 1119965810 |
Language: | English |
Full Description
Interest rate trading constitutes the largest sector of the world derivatives market. Interest rate contracts are a much valued risk management tool used by the majority of the world's largest companies. But interest rate derivative modeling and pricing are extremely challenging tasks, requiring a thorough knowledge and practical expertise in advanced discrete and continuous mathematical modeling methods-practical knowledge which can only be gained through extensive problem solving and the application of contemporary interest rate tools and models to an array of market scenarios. Authored by a distinguished team of quantitative analysts with extensive experience in the field, this second volume in the landmark Problems and Solutions in Mathematical Finance offers you a quick, painless way to acquire that knowledge and expertise.
- The only book offering a problems-and-solutions approach to teaching interest rate and inflation index derivatives modelling
- Walks you step-by-step through the theoretical aspects of interest rate and inflation indexed derivatives as well as broad range real-world problems
- Extremely practical, it bridges the gap between mathematical theory and the everyday reality of the financial markets
- An ideal text for quantitative finance students and an essential go-to resource for busy practitioners looking to refresh their knowledge and enhance their practical expertise